Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1ELRR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921761
Last Value
376.85
-1.04 (-0.28%)
As of
CETWeek to Week Change
-0.56%
52 Week Change
12.95%
Year to Date Change
8.82%
Daily Low
376.85
Daily High
376.85
52 Week Low
320.22 — 27 Oct 2023
52 Week High
381.97 — 17 Jul 2024
Top 10 Components
Merck & Co. Inc. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Coca-Cola Co. | US |
International Business Machine | US |
Johnson & Johnson | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
Waste Management Inc. | US |
T-Mobile US Inc | US |
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